Right! and it is actually preferred by Prophet Mohammad ( PBUH) to keep their maiden name, meaning, being known by the the name of your father. Please correct me if I am wrong.
i've heard (someone correct me if I'm wrong) that on the Day of Judgement we will be called by the name of our father. And that's one reason to keep your maiden name. Plus, in my opinion, your maiden name represents your family/roots. And your parents are not going to be around forever.....and so why not keep the name they've given you.
I have nothing against those who do change their names. It's a matter of personal preference. And I personally prefer not to change it :)